Radically elementary probability theory. (am-117).

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Edward Nelson
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton Univ Press, 1987.
Temas:
Martingales (Mathematics)
Stochastic processes.
Probabilities.
Martingales (Mathématiques)
Processus stochastiques.
Probabilités.
probability.
MATHEMATICS > Probability & Statistics > General.
Probabilities
Stochastic processes
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover; Title; Copyright; Table of contents; Preface; Acknowledgments; 1. Random variables ; 2. Algebras of random variables ; 3. Stochastic processes ; 4. External concepts ; 5. Infinitesimals ; 6. External analogues of internal notions ; 7. Properties that hold almost everywhere ; 8. L^1 random variables.
  • 9. The decomposition of a stochastic process 10. The total variation of a process ; 11. Convergence of martingales ; 12. Fluctuations of martingales ; 13. Discontinuities of martingales ; 14. The Lindeberg condition ; 15. The maximum of a martingale ; 16. The law of large numbers.
  • 17. Nearly equivalent stochastic processes 18. The de Moivre-Laplace-Lindeberg-Feller-Wiener-Lévy-Doob-Erdös-Kac-Donsker-Prokhorov theorem ; Appendix ; Index.

Ejemplares similares